College of Business: University of Illinois at Urbana-Champaign

Professor Emeritus of Finance

D'Arcy, S., Conger, R. 2006. Back to the Future! National Underwriter Property & Casualty, 110: 10-15

D'Arcy, S. 2005. On Becoming An Actuary of the Fourth Kind. Proceedings Of The Casualty Actualrial Society, XCII: 229-240

D'Arcy, S. 2005. The CAS as an Instrument for Peace and Prosperity. Actuarial Review, 32: 7-8, 14

D'Arcy, S. 2005. The CAS as an ERM Model. Actuarial Review, 32: 7, 12-13

D'Arcy, S. 2005. Expanding our Horizons to Encompass the Globe. Actuarial Review, 32: 7-8, 12

D'Arcy, S. 2005. Find Your Voice. Actuarial Review, 32: 11-13

D'Arcy, S., Gorvett, R., Ahlgrim, K. 2005. Modeling Financial Scenarios: A Framework for the Actuarial Profession. Proceedings Of The Casualty Actualrial Society, XCII: 60-98

D'Arcy, S. 2004. Navigating the Seas of Risk. Actuarial Review, 31: 5-6

D'Arcy, S., Xia, H. 2003. Insurance and China's Entry into the WTO. Risk Management and Insurance Review

D'Arcy, S. 2001. Enterprise Risk Management. Journal of Risk Management of Korea, 12: 207-228

D'Arcy, S., Conger, R. 2001. Future Shock: Top Ten Stories of 2005. National Underwriter Property & Casualty, 105: 1,10-12

D'Arcy, S. 1999. Don't Focus on the Tail - Study the Whole Dog! Risk Management and Insurance Review, 2: iv-xiv

D'Arcy, S., Dulebohn, J., Oh, P. 1999. Optimal Funding of State Employee Pension Systems. Journal of Risk and Insurance, 66: 345-380

D'Arcy, S., Dyer, M. 1997. Ratemaking: A Financial Economics Approach. Proceedings Of The Casualty Actualrial Society, 84: 301-390

D'Arcy, S., France, V. 1997. Catastrophe Futures: A Better Hedge for Insurers. Future Markets

D'Arcy, S., Oh, P. 1997. The Cascade Effect in Insurance Pricing. Journal of Risk and Insurance, 64: 465-480

D'Arcy, S., France, V. 1992. Catastrophe Futures: A Better Hedge for Insurers. Journal of Risk and Insurance, 59: 575-600

D'Arcy, S. 2004. Cat-E-Puts. In Encyclopedia of Financial Engineering and Risk Management

D'Arcy, S. 2004. Financial Pricing of Insurance. In Enclyclopedia of Actuarial Science

D'Arcy, S. 2004. Insurance (Overview). In Encyclopedia of Financial Engineering and Risk Management

D'Arcy, S. 2004. Pure and Speculative Risks. In Encyclopedia of Financial Engineering and Risk Management

D'Arcy, S. 2002. Insurance Price Deregulation: The Illinois Experience. In Deregualting Property-Liability Insurance, 248-284. American Enterprise Institute-Brookings Institution Joint Center for Regulatory Studies.

D'Arcy, S. 2002. Investment Issues in Property-Liability Insurance. In Foundations of Casualty Actuarial Science. New York: Casualty Actuarial Society.

D'Arcy, S. 1999. Introduction to the Discounted Cash Flow Approach. In Actuarial Considerations Regarding Risk and Return in Property-Casualty Insurance Pricing, 19-25. Arlington, VA: Casualty Actuarial Society.

Ahlgrim, K., D'Arcy, S., Gorvett, R. 2004. The Effective Duration and Convexity of Liabilities for Property-Liability Insurers Under Stochastic Interest RatesGeneva Papers on Risk and Insurance Theory

D'Arcy, S., France, V. , Gorvett, R. 1999. Pricing Catastrophe Risk: Could CAT Futures Have Coped With Andrew?CAS Securitization of Risk Call Paper Program

D'Arcy, S., Ahlgrim, K., Gorvett, R. 1999. Parameterizing Interest Rate ModelsCAS Dynamic Financial Analysis Call Paper Program, 1-50

Dyer, M. , D'Arcy, S. 1998. The Profit Provision in the Ratemaking FormulaProceedings of the Casualty Actuarial Society, 84: 301-390

D'Arcy, S., Gorvett, R., Hettinger, T., Walling III, R. 1998. Using the Public Access Dynamic Financial Analysis Model: A Case StudyCAS Dynamic Financial Analysis Call Paper Program, 53-118

D'Arcy, S., Gorvett, R., Herbers, J., Hettinger, T., Lehmann, S. 1997. Building a Public Access PC-Based DFA ModelCAS Dynamic Financial Analysis Task Special Interest Seminar, 1-40

D'Arcy, S. Forthcoming. Enterprise Risk Management in the Insurance IndustryERM Symposium, Chicago.

D'Arcy, S. Forthcoming. Modeling of Economic SeriesERM Symposium, Chicago.

D'Arcy, S. 2006. Enterprise Risk Management in the Insurance IndustryCalifornia State University, Fullerton.

D'Arcy, S. 2005. Modeling Financial ScenariosUniversity of Torino, Turin.

D'Arcy, S. 2005. Interest Rate Sensitivity of Liabilities for a Property-Liability InsurerCatholic University, Milan.

D'Arcy, S. 2005. The Brave New World of Enterprise Risk ManagementCanadian Institute of Actuaries, Newfoundland.

D'Arcy, S. 2005. Predictive Modeling in Automobile InsuranceWorld Risk and Insurance Economics Conference, Salt Lake City.

D'Arcy, S., Ahlgrim, K., Gorvett, R. 2005. Modeling Financial Scenarios: A Framework for the Actuarial ProfessionCasualty Actuarial Society, Baltimore.

D'Arcy, S., Derrig, R. 2005. The Economics of Insurance Fraud Investigations: Evidence of a Nash EquilibriumNBER Insurance Meetings, Cambridge.

D'Arcy, S., Gorvett, R., Ahlgrim, K. 2005. Modeling of Economic Series Coordinated with Interest Rate ScenariosERM Symposium, Chicago.

D'Arcy, S. 2004. New England Teaching and Learning Centers: Ideas for UIUCTAB

D'Arcy, S. 2004. New Frontiers for Casualty ActuariesMidwestern Actuarial Forum

D'Arcy, S. 2004. A Comparison of Actuarial Financial Scenario GeneratorsAFIR, Boston.

D'Arcy, S. 2003. Economic Scenario GeneratorsAutomobile Insurers Bureau of Massachusetts

D'Arcy, S. 2003. Actuarial Financial Scenario Generator ProjectVictoria University

D'Arcy, S. 2003. Financial Scenario Generator ProjectAmerican Risk and Insurance Association Annual Meeting